Eddie Hebert 6f3a3dab04 TST: Defend against non-trading days as period start in commission test. ...

A bug in the create_random_simulation_parameters allows the period
start to be a non-trading day.

That bug was causing the commission tests to randomly fail, e.g.
when the period start was on Good Friday, because the commission was
created on hour three of Good Friday, instead of the next Monday.
When it hit that case, the test commission is never processed.

Defend against that bug by using the first open of the simulation
parameters which is more guaranteed to be during market hours,
when creating the test commission.

This is in place of fixing the bug in the random parameters function
or making the parameters non-random, which are other potential fixes.

2013-12-10 13:07:25 -05:00

..

finance

PERF: moved performance calculation out of inner loop

2013-11-19 10:39:57 -05:00

risk

MAINT: Use Series throughout for daily returns.

2013-10-19 23:06:18 -04:00

__init__.py

Moved the test folder.

2012-05-09 13:34:13 -04:00

test_algorithm_gen.py

TST: Disable test covering London stock exchange.

2013-11-12 12:12:35 -05:00

test_algorithm.py

ENH: Add option of instantly filling orders.

2013-10-01 20:30:01 -04:00

test_batchtransform.py

BUG: Typo in test_batchtransfom.

2013-08-08 16:01:22 -04:00

test_blotter.py

MAINT: Ensure the sign of the result is positive

2013-09-23 16:12:17 -04:00

test_data_util.py

ENH: prototype data structure for managing a rolling datapanel

2013-04-29 15:19:02 -04:00

test_events_through_risk.py

ENH: Improve headline Sharpe risk calculations.

2013-10-10 18:37:53 -04:00

test_examples.py

TST: Added unittest that runs all examples.

2013-05-02 16:33:08 -04:00

test_exception_handling.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00

test_finance.py

MAINT: Clean up imports of zipline.finance.trading

2013-10-29 13:50:14 -04:00

test_perf_tracking.py

TST: Defend against non-trading days as period start in commission test.

2013-12-10 13:07:25 -05:00

test_sources.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00

test_tradingcalendar.py

TST: Use Timestamp instead of Delorean for trading calendar test.

2013-11-11 10:38:04 -05:00

test_transforms.py

ENH: Enable TALib transforms to perform on multiple stocks.

2013-07-10 14:40:58 -04:00

test_utils.py

REL: Update copyright on all files touched since end of 2012.

2013-04-05 14:28:15 -04:00